Full-Time Nonacademic Economist Amazon Consumer Division Department of Economics DOE 2014-11-30 00:00:00 Amazon.com strives to be Earth's most customer-centric company where people can find and discover anything they want to buy online. We hire the world's brightest minds, offering them a fast paced, technologically sophisticated and friendly work environment. Economists at Amazon will be expected to work directly with the chief economist and senior management on key business problems faced in retail, international retail, cloud computing, third party merchants, search, Kindle, streaming video, and operations. Amazon economists will apply the frontier of economic thinking to market design, pricing, forecasting, program evaluation, online advertising and other areas. You will build econometric models, using our world class data systems, and apply economic theory to solve business problems in a fast moving environment. Economists at Amazon will be expected to develop new techniques to process large data sets, address quantitative problems, and contribute to design of automated systems around the company. Salaries will be competitive and will include equity compensation. Please forward a cover letter, curriculum vita, research sample and letters of recommendation to economist-careers@amazon.com. In your cover letter, please also indicate your preferred start date. Amazon will be at the AEA/ASSA conference in Boston but will certainly consider candidates prior to the January conference – we will consider candidates with start dates as early as October 2014 and as late as August 2015. Basic Qualifications • PhD in Economics or anticipating completion of a PhD Economics by August 2015 Preferred Qualifications • Two to three years of experience in private consulting, government, or in academic research • Strong background in econometrics (e.g., program evaluation, forecasting, time series, panel data, and/or high dimensional problems), economic theory, and quantitative methods • Ability to work in a fast-paced business environment • Strong applied research track record in industrial organization, applied econometrics, labor economics, development economics, public economics, applied macroeconomics, quantitative marketing, or a related field • Hands on experience with at least one of the following: Matlab, R, SAS, Stata • Experience with SQL and/or with languages such as Python, Java, C++, Ruby is a plus. • Effective verbal and written communication skills Amazon is an Equal-Opportunity Employer. UNITED STATES Washington Seattle O4 Economic Growth and Aggregate Productivity L4 Antitrust Issues and Policies G3 Corporate Finance and Governance Full-Time Nonacademic Senior Economist Amazon Consumer Division Economics Department DOE 2014-11-30 00:00:00 Amazon.com strives to be Earth's most customer-centric company where people can find and discover anything they want to buy online. We hire the world's brightest minds, offering them a fast paced, technologically sophisticated and friendly work environment. Economists at Amazon will be expected to work directly with the chief economist and senior management on key business problems faced in retail, international retail, cloud computing, third party merchants, search, Kindle, streaming video, and operations. Amazon economists will apply the frontier of economic thinking to market design, pricing, forecasting, program evaluation, online advertising and other areas. You will build econometric models, using our world class data systems, and apply economic theory to solve business problems in a fast moving environment. Economists at Amazon will be expected to develop new techniques to process large data sets, address quantitative problems, and contribute to design of automated systems around the company. Senior Economists at Amazon are expected to come prepared to drive analysis shortly after arrival at Amazon. This entails owning model development, deployment and driving adoption of our approaches among internal customers. Salaries will be competitive and will include equity compensation. Please forward a cover letter, curriculum vita, research sample and letters of recommendation to economist-careers@amazon.com. In your cover letter, please also indicate your preferred start date. Amazon will be at the AEA/ASSA conference in Boston but will certainly consider candidates prior to the January conference – we will consider candidates with start dates as early as October 2014 and on a rolling basis thereafter. Basic Qualifications • PhD in Economics • Four or more years of experience in private consulting, government, or in academic research Preferred Qualifications • Strong background in econometrics (e.g., program evaluation, forecasting, time series, panel data, and/or high dimensional problems), economic theory, and quantitative methods • Ability to work in a fast-paced business environment • Strong applied research track record in industrial organization, applied econometrics, labor economics, development economics, public economics, applied macroeconomics, quantitative marketing, or a related field • Hands on experience with at least one of the following: Matlab, R, SAS, Stata • Experience with SQL and/or with languages such as Python, Java, C++, Ruby is a plus. • Effective verbal and written communication skills • Experience preparing and delivering executive level presentations • Prior people management experience Amazon is an Equal-Opportunity Employer Econometrics UNITED STATES Washington Seattle O4 Economic Growth and Aggregate Productivity Full-Time Nonacademic Time Series Economist Amazon Consumer Division Economist Department DOE 2014-11-30 00:00:00 Amazon.com strives to be Earth's most customer-centric company where people can find and discover anything they want to buy online. We hire the world's brightest minds, offering them a fast paced, technologically sophisticated and friendly work environment. Economists at Amazon will be expected to work directly with the chief economist and senior management on key business problems faced in retail, international retail, cloud computing, third party merchants, search, Kindle, streaming video, and operations. The economics team has an opening for an applied time series economist with strong theoretical foundations. You will apply economic theory to build econometric models, and prototype scalable implementations in partnership with technical teams, using Amazon’s world class data systems. You should be able to formalize problem definitions from ambiguous requirements, determine if existing academic research can be extended, and propose solutions to non-standard problems. Economists at Amazon will be expected to develop new techniques to process large data sets, address quantitative problems, and contribute to design of automated systems around the company. Salaries will be competitive and will include equity compensation. Please forward a cover letter, curriculum vita, research sample and letters of recommendation to economist-careers@amazon.com. In your cover letter, please also indicate your preferred start date. Amazon will be at the AEA/ASSA conference in Boston but will certainly consider candidates prior to the January conference – we will consider candidates with start dates as early as October 2014 and as late as August 2015. Basic Qualifications • PhD in Economics, Finance or related field, or anticipating completion of a PhD by August 2015 Preferred Qualifications • Strong theoretical background in econometrics (e.g., forecasting, time series, panel data, program evaluation, and/or high dimensional problems), probability and statistics, economic theory, and quantitative methods • Strong empirical research track record in applied macroeconomics, econometrics, finance, labor economics, public economics, industrial organization, or a related field • Proficiency in at least one of the following statistical software packages: Stata, Matlab, R • Two to three years of experience in private consulting, government, or in academic research • Excellent verbal and written communication skills with the ability to effectively advocate technical solutions to research scientists, engineering teams and business audiences • Ability to work in a fast-paced business environment • Experience with programming languages such as Python, Java, C++, Ruby, and /or Big Data processing platforms such Hadoop, Map Reduce, Spark is a plus. Amazon is an Equal-Opportunity Employer Time Series, Econometrics UNITED STATES Washington Seattle J1 Demographic Economics Full-Time Nonacademic Emerging Markets Cross-Asset Strategist Bank of America Merrill Lynch Global Research Competitive 2015-01-31 00:00:00 Bank of America Merrill Lynch is looking to hire an Associate level Global Emerging Markets Economist & Strategist based in New York. We rank #1 in Global Research and #1 in Emerging Markets Economic and Fixed Income Research. You would work with the senior economists and strategists on emerging markets economic analysis and modelling and on developing investment strategy recommendations across bonds and currencies. This ranges from modelling in Matlab or eViews to developing investment ideas and communicating the results to clients, sales and trading. You should have a PhD in economics or finance, with a focus on macroeconomics and international economics. You should be a strong writer, quick and versatile in applying your academic knowledge to practical problems. Related work experience, including internships in either investment banks, policymaking or international organizations, would be an advantage but is not required. You should be interested in financial markets and happy to work in a dynamic team. This is a permanent role with competitive compensation. We are looking to decide soon but would be flexible about a start date in the 1st half of 2015. Please send a one-page CV to Cara Fitzgerald (email: cara.fitzgerald@bankofamerica.com). UNITED STATES New York New York City G1 General Financial Markets Full-Time Nonacademic Senior Analyst Bank of Canada Can$82,992 to Can$125,069 Senior Analyst in Economics or Finance (PhD Recent Graduates) (J1014-0130) Job Type: Full-time Location: 234 Laurier Avenue West, Ottawa, ON, K1A 0G9, CANADA Job Category: Banking, Economics and Finance Position Type: Term, 3 years with the possibility of becoming regular Number of Positions: 15 Eligibility Qualified candidates will have a recent (within 6 years) or forthcoming (completed in 2015) PhD in economics or finance. Compensation (annual salary): The Bank offers a competitive total compensation package. Starting base salary, based on qualifications, generally ranging between Can$82,992 and Can$101,290.* In addition, a PhD Term Allowance may be payable for the duration of the term for a total salary payable up to a maximum of Can$125,069. *If hired as a regular employee where the Bank has needs for specialized skills, it may offer a higher base salary to exceptional candidates. Take a Central Role at the Bank of Canada Canada's central bank is the nation's pre-eminent macroeconomic policy institution. No other employer in the country offers you the unique opportunity to work at the very centre of Canada's economy, in an organization with significant impact on the economic and financial well-being of all Canadians. No matter what your area of expertise, you'll enjoy an open culture and a superior work environment that will challenge, energize and motivate you to excel. (More info) Job Summary At the Bank, you will support the economic and financial welfare of Canadians and contribute to our work at an international level. You will take part in leading-edge analysis, participate in the conduct of monetary policy, help promote the safety and efficiency of our financial system, and collaborate with your colleagues within the Bank and at other organizations in Canada and abroad. Central Responsibilities - develop research ideas and produce research papers related to the broad responsibilities of the functional areas - conduct policy analysis and brief senior management on matters related to the responsibilities of the functional areas - disseminate research outcomes both inside and outside the Bank - build relationships with external parties, e.g., government and international agencies, other central banks, financial market participants and organizations, and outside academics, for the purpose of sharing knowledge, research and analysis Key Requirements The key requirements listed below must be demonstrated through your cover letter, curriculum vitae, research paper(s) and/or Job Market Paper, and three letters of recommendation that must be submitted with your application. If you are selected for an interview, you may be evaluated through two interviews, a written assessment and a presentation of your Job Market Paper. - PhD in economics or finance - English or French essential - strong written and oral communication skills - strong problem-solving skills and ability to analyze economic and financial information - strong empirical skills and/or modelling skills, depending on the specific needs of the functional area within the Bank - ability to work independently and collaboratively, under tight deadlines - ability to undertake in-depth research projects that are publishable in high-quality peer-reviewed academic journals - experience in one or more of the following relevant areas of research, depending on specific needs of the functional areas: o Macroeconomics and Monetary Economics o Banking and Payment Systems o International Economics o Global Commodity Markets o Financial Economics o Financial Markets and Institutions o Labour and Demographic Economics o Mathematical and Quantitative Methods o Industrial Organization o Law and Economics Or an equivalent combination of a PhD and research experience in an area of current particular relevance or interest to the Bank may be considered. Assets - functional in second official language - experience working and networking with internal and external partners - demonstrated ability to provide policy recommendations based on economic or financial macroeconomic modelling - experience in presenting research at conferences, events and meetings - experience in programming languages such as Fortran, MATLAB, R, Python, Gauss - experience working with large-scale dynamic stochastic general-equilibrium or financial macroeconomic models for policy analysis - prior experience in central banks, international institutions Notes - Condition of employment: Candidate must be eligible for reliability status and/or secret clearance. - Priority will be given to Canadian citizens and permanent residents. - Relocation assistance may be provided, if required. - For more information on key benefits please visit http://www.bankofcanada.ca/careers/students-and-grads/benefits/. - The Bank of Canada benefits from the unique perspectives, attributes and talents of its diverse workforce. We offer flexibility to accommodate the needs of our employees and candidates. The Bank of Canada is committed to employment equity and actively encourages applications from qualified men and women, including Aboriginal peoples, persons with disabilities, and members of visible minorities. - We will ask you to complete a mandatory questionnaire during the application process. - Only the candidates selected for an interview will be contacted. Application Process To apply, click on the link below or visit www.bankofcanada.ca/careers. The application must include a cover letter, curriculum vitae, research paper(s) and/or Job Market Paper, and three letters of recommendation. The letters of recommendation may be sent separately from referees to phd_recruitment@bankofcanada.ca. Application Deadline: We will conduct interviews at the Canadian Economics Employment Exchange (5 and 6 December 2014) and at the Allied Social Science Association (AEA/AFA) meetings (3, 4 and 5 January 2015). If you are attending one of the conferences, you must apply at least one month prior to the conference. Review of applications will begin one month before each conference. However, whether or not you are planning to attend a conference, applications will continue to be accepted until all positions are filled. Listing has been Removed. CANADA Ontario Ottawa C5 Econometric Modeling C6 Mathematical Methods and Programming D1 Household Behavior and Family Economics D2 Production and Organizations D4 Market Structure and Pricing D8 Information, Knowledge, and Uncertainty E1 General Aggregative Models E2 Macroeconomics: Consumption, Saving, Production, Employment, and Investment E3 Prices, Business Fluctuations, and Cycles E4 Money and Interest Rates E5 Monetary Policy, Central Banking, and the Supply of Money and Credit E6 Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook F1 Trade F2 International Factor Movements and International Business F3 International Finance F4 Macroeconomic Aspects of International Trade and Finance F5 International Relations and International Political Economy F6 Globalization G1 General Financial Markets G2 Financial Institutions and Services G3 Corporate Finance and Governance K2 Regulation and Business Law L1 Market Structure, Firm Strategy, and Market Performance N2 Financial Markets and Institutions J2 Demand and Supply of Labor J6 Mobility, Unemployment, and Vacancies Q2 Renewable Resources and Conservation Q3 Nonrenewable Resources and Conservation Q4 Energy C2 Single Equation Models; Single Variables C3 Multiple or Simultaneous Equation Models; Multiple Variables Full-Time Nonacademic FX Strategist Barclays 2015-01-01 00:00:00 Department Overview: Barclays moves, lends, invests and protects money for customers and clients worldwide. With over 300 years of history and expertise in banking, we operate in over 50 countries and employ over 140,000 people. We provide large corporate, government and institutional clients with a full spectrum of solutions to their strategic advisory, financing and risk management needs. Our clients also benefit from access to the breadth of expertise across Barclays. We’re one of the largest financial services providers in the world, and are also engaged in retail banking, credit cards, corporate banking, and wealth and investment management. For further information about Barclays, please visit our website www.barclays.com It is the policy of Barclays Capital to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, creed, religion, national origin, alienage or citizenship status, age, sex, sexual orientation, gender identity or expression, marital or domestic/civil partnership status, disability, protected veteran status, genetic information, or any other basis protected by law. Main Function: The Barclays FX Strategy Research team undertakes both macroeconomic and quantitative research and is responsible for the firm’s view on currency markets as well as its official currency forecasts. Main Duties: • Publish research on global macroeconomics and FX market topics • Collaborate with other team members on ongoing research papers and projects • Assist in formulating views on currencies, especially those in the Americas • Interact with the firm’s clients on currency market and global macro views • Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Barclays Operational Risk Framework and internal Barclays Policies and Standards. Person Requirements Basic Qualifications: • PhD or advanced degree in Economics/Finance • 2+ years working with large data sets and quantitative analysis skills • 1+ years experience in Matlab programming • 1+ years experience working with statistical concepts and financial markets Preferred Qualifications: • Possess good verbal and written communication skills • Relevant work experience • Ability to manage a large number of projects and seamlessly interact with sales, trading and other research personnel. • Must be self motivated and have the ability to work as part of a team environment • Proficiency in Spanish/Portuguese is a plus • Exposure to topics such as international macro, monetary economics and banking • Have relevant empirical research experience • Familiarity using data tools such as Bloomberg, Haver and EcoWin Macro research Currency research Quantitative modeling Empirical finance International macro UNITED STATES New York E Macroeconomics and Monetary Economics F International Economics G Financial Economics C Mathematical and Quantitative Methods Full-Time Nonacademic Quantitative Researcher Citadel LLC 2015-01-31 00:00:00 Citadel seeks Ph.D. job market candidates, faculty and industry professionals who are entrepreneurial, self-starters and enjoy being in a fast-paced, dynamic and demanding environment to help continue building and growing one of the world's leading global financial institutions. Citadel pursues path-breaking work and handsomely rewards excellence. For the right individual, this opportunity represents an exciting career path in investments research. Duties and Responsibilities: - Develop core algorithms and models leading directly to trading decisions - Conduct research and statistical analyses about securities and commodities - Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help translate algorithms into code - Work closely with traders in interpreting valuations and developing next generation models and analytics - Evaluate vendors of financial information; evaluate and work with new data sources and analysis packages in developing investment strategies - Provide high level technical and investment analytic support to the trade desk Minimum Qualifications: - Ph.D. in Finance, Accounting, Economics, Statistics, Mathematics, IEOR or related fields with demonstrated ability to complete high-level, investments related research - Experience in a quantitative role within a trading environment or experience in a position applying advanced quantitative techniques in solving highly complex data intensive problems - Demonstrated solid empirical skill; comfortable working with and analyzing large datasets - Strong mathematical and statistical modeling skills (i.e. time-series and cross-sectional skills) are highly valued - Proficient coding skills with experience using statistical packages (e.g. R, Matlab); exposure to scripting (e.g. Python, Perl); C/C++ a plus but not required Additional Qualifications may include: - Demonstrated interest in or knowledge of investments, derivatives, asset pricing, empirical anomalies, macroeconomic analysis and market micro-structure; Experience with equities, convertible arbitrage, fixed income and/or commodities - Understanding of the modeling of risk and dynamics of linear and non-linear financial products - Good understanding of international accounting rules and familiarity with global market structure - Familiarity with portfolio construction analytics and some exposure to quantitative portfolio management. Research opportunities are available in a variety of groups including: - Global Equities is primarily responsible for managing multi-billion dollar long-short equities portfolios encompassing major markets blending fundamental and quantitative investment techniques. We adhere to strict risk controls, quantitative portfolio construction, and algorithmic trading. The ideal candidate will join a team of front-office quantitative researchers directly responsible for implementing and developing projects that span major areas of a quantitatively driven investment process. - Credit invests across the U.S. and European corporate universe, focusing on the relationships between corporate debt, credit derivatives, credit indices and equities. The group's core strategies include Convertible Bond Arbitrage, Relative Value Credit Trading, Credit Index Arbitrage and Capital Structure Arbitrage. The implementation of these strategies integrates structural, statistical and fundamental approaches to investing across the corporate capital structure. About Citadel: Since its founding over two decades ago, Citadel has grown into a global financial institution. The firm's culture of identifying and seizing opportunities can be traced back to CEO and firm founder, Kenneth Griffin's passion for the markets. While a student at Harvard, Griffin developed his first convertible bond arbitrage model and traded from his dorm room. Today, Citadel is a leading global financial institution with a diverse business platform that is built on a foundation of world-class talent, technology and infrastructure. Citadel effectively deploys capital to convert opportunity into results across a highly diversified set of proprietary investment strategies in all major asset classes. With more than 1,100 team members, Citadel operates in the world's major financial centers, including Chicago, New York, London, Hong Kong, Boston, Dallas, Toronto, Greenwich, and San Francisco. Application Process: Please email your Curriculum Vitae (CV), Cover Letter and Job Market Paper (if applicable) to: Citadel LLC CampusPhDRecruiting@citadel.com Please include Job Code: 37162AFA in the subject line of your email. UNITED STATES Illinois Chicago G2 Financial Institutions and Services Full-Time Nonacademic Senior Economist Compass Lexecon 2014-12-20 00:00:00 Compass Lexecon, one of the world's leading economic consulting firms, specializes in financial and economic analysis of issues that arise in regulatory, policy and litigation matters. Compass Lexecon is engaged by Fortune 500 corporations, government entities, and others to assist in numerous high profile mergers, government investigations, and private litigation matters in the United States and worldwide. Compass Lexecon provides state of the art economic research capabilities that combine the academic, private-sector, and public-sector expertise of in-house economists and academic affiliates. We are currently seeking full-time economist and econometrician candidates for our Boston, MA; Brussels, Belgium; Buenos Aires, Argentina; Chicago, IL; London, UK; Los Angeles - Century City, CA; Madrid, Spain; New York, NY; Oakland, CA; Paris, France; Pasadena, CA; Princeton, NJ; Silicon Valley, CA; Tucson, AZ; and Washington, DC offices. Ideal candidates would possess a PhD., M.B.A., or Masters with a major in economics or a related field from an esteemed university; and have strong analytical and quantitative skills. Senior economists and economists are involved in all phases of case work including: - Identifying key economic and financial issues - Assisting with the formulation of case strategy - Applying academic research to client issues - Formulating economic and financial models - Conducting empirical studies - Performing quantitative and qualitative research - Working with datasets and programming in statistical software such as SAS, STATA, or MatLab - Collaborating on case teams - Managing aspects of projects and supervising and advising junior staff - Assisting senior staff or academic case experts - Meeting with clients to present concise explanations of complex analyses All candidates must possess strong communication skills and the ability to work in a team environment. Relevant academic, government or consulting experience is preferred, not required. We offer a competitive compensation and benefits package commensurate with experience. Additional information about Compass Lexecon can be found at http://www.compasslexecon.com. Economic Consulting UNITED STATES Massachusetts Boston, UNITED STATES Arizona Tucson UNITED STATES California Oakland UNITED STATES California Pasadena UNITED STATES California Los Angeles UNITED STATES California Silicon Valley UNITED STATES Illinois Chicago UNITED STATES New Jersey Princeton UNITED STATES New York New York UNITED STATES District of Columbia Washington BELGIUM Brussels ARGENTINA Buenos Aires UNITED KINGDOM London SPAIN Madrid FRANCE Paris A General Economics and Teaching Full-Time Nonacademic Economist Competition Economics LLC 2015-01-31 00:00:00 Competition Economics LLC provides economic consulting services to law firms, corporations, and government agencies. Our focus is on antitrust, intellectual property, and regulatory economics. Our full-time economists and academic affiliates are leading experts in their fields. Responsibilities include economic research, econometric analysis, report preparation, and project management. Successful candidates will have a Ph.D. by Fall 2015 and expertise in the fields of industrial organization, microeconomics, and applied econometrics. We seek candidates possessing strong written and oral communication skills, and a high degree of proficiency in econometric and other programming languages, such as Stata, Matlab, and Mathematica. UNITED STATES California Emeryville L Industrial Organization C1 Econometric and Statistical Methods and Methodology: General 00 Default: Any Field Full-Time Nonacademic Economist (Micro/IO) Euromonitor International Centre for Analytics, Modelling and Innovation (CAMI) Competitive 2015-02-01 00:00:00 Euromonitor International is the world leader in strategic business research and analysis. Euromonitor's clients include the world's major multinationals, banks, consultancies, libraries and business schools. We are currently looking for an enthusiastic and creative micro/IO economist to join Industry Demand Modelling team at the Centre for Analytics, Modelling and Innovation (CAMI). CAMI is a modelling driven business intelligence centre, combining Euromonitor's extensive industry knowledge with innovative methods in statistics, economics, data science and data visualization. Being a cross industry resource developed by an in-house team of PhDs specialising in fields ranging from macro-economics to computer science, CAMI provides meaningful insights on risk analysis, strategy planning, consumer trends and competitor analysis. As part of the Industry Demand Modelling team you would be building econometric models of market demand for specific consumer product categories. You would also contribute to other ad hoc internal and consulting projects. We expect you to have advanced knowledge of micro economic theory and econometrics, and have experience working with at least one statistical/econometric software package (e.g. R, Matlab, Stata, SAS, etc.). Experience in programming with R would be an advantage. Knowledge of theoretical and empirical IO or Applied Trade theory would be an advantage. Microeconomics Industrial Organization Econometric Analysis LITHUANIA Vilnius D Microeconomics L1 Market Structure, Firm Strategy, and Market Performance C5 Econometric Modeling L Industrial Organization Full-Time Nonacademic Quantitative Analyst/Sr Quantitative Analyst Federal Reserve Bank of Minneapolis Banking and Policy Studies Supervision, Regulation and Credit The Quantitative Analyst will assist the Banking and Policy Studies Group with their ongoing research and monitoring efforts. This team, operating within the Supervision and Regulation Division, is engaged in projects relating to monetary policy, banking oversight, and capital markets analysis. Our work requires quantitative expertise coupled with interest in capital markets and the financial sector of the economy. Requirements: Bachelor's degree with coursework in economics, financial analysis, computer programming, database analysis, financial modeling, or statistics. Master's degree preferred. Quantitative Analyst: Experience in statistical programming and working with complex data management issues; skills to translate complex mathematical ideas into functioning computer models. Senior Quantitative Analyst: 5 or more years of experience in statistical programming and working with complex data management issues; skills to translate complex mathematical issues into useful tools for policy analysis and risk measurement. Demonstrated programming proficiency with statistical software such as Stata, SAS, S-PLUS, or MATLAB, and working with large data sets. Familiarity with capital markets, database management, computer programming, economic concepts, economic data sources and data presentation software. Additional information available on our website, including citizenship requirements. UNITED STATES Minnesota Minneapolis C Mathematical and Quantitative Methods Full-Time Nonacademic Quantitative Analyst General Electric Capital Corporation Risk Management Quantitative Methodologies 2015-01-31 00:00:00 Role Summary: The Quantitative Analyst acts as a primary contributor to the development, management and continuous enhancement of GECC’s quantitative risk methodologies. In this role, the analyst will interact extensively with peers within a large quantitative methodologies team (100+ quants), as well GECC’s business units globally, and GE’s Global Research Center. Responsibilities: • Participate in development of models used for regulatory stress tests, regulatory capital, and economic capital • Model development focus is on Commercial Probability of Default, Loss Given Default, and Exposure forecasts, but roles also exist in Valuation, Market Risk, and Pre-Provision Net Revenue modeling • Maintain expertise on latest developments in risk methodologies from academia, regulatory bodies, and industry Qualifications: • Ph.D. in a quantitative discipline (e.g. Economics, Finance, Statistics, ...) • Excellent written/oral communication skills, with ability to write technical documents • Advanced programming skills (e.g., SAS, R, Matlab, C++, python, SQL, VBA, ...) • Knowledge of relevant regulatory requirements and expectations, including Basel/CCAR frameworks • Proficiency in managing and analyzing large data sets Banking and Finance UNITED STATES Connecticut Norwalk G Financial Economics Full-Time Nonacademic Senior Modeling Manager General Electric Capital Corporation Risk Management Quantitative Methodologies 2015-01-31 00:00:00 Role Summary: The Senior Modeling Manager leads the development, management and continuous enhancement of GE Capital’s quantitative risk methodologies. This is a leadership position in a relatively large quantitative team (100+ quants). In this role, the developer will interact with GE Capital's senior leadership team, its business units globally, banking regulators, and GE’s Global Research Center. Responsibilities: • Lead development of models used for regulatory stress tests, regulatory capital, and economic capital • Model development focus is on Commercial Probability of Default, Loss Given Default, and Exposure forecasting, but roles also exist in Valuation, Market Risk, and Pre-Provision Net Revenue modeling • Manage of team of junior/mid-career analysts to support the candidate’s modeling activities • Provide leadership evaluating latest developments in risk methodologies from academia, regulatory bodies, and industry Qualifications: • Ph.D. in a quantitative discipline (e.g. Economics, Finance, Statistics, ...) • 5+ years of relevant experience, either in industry, or applied empirical-based academic research • Experience in managing quants • Excellent written/oral communication skills, with ability to write technical documents • Advanced programming skills (e.g., SAS, R, Matlab, C++, Python, SQL, VBA, …) • Expertise in relevant regulatory requirements and expectations, including Basel/CCAR frameworks • Experience interacting with regulators Banking and Finance UNITED STATES Connecticut Norwalk G Financial Economics Full-Time Nonacademic Finance, Credit Risk, Economist, VP Goldman Sachs 2015-01-31 00:00:00 The Credit Risk Management and Advisory Dept at Goldman Sachs is seeking an economist to join its Credit Risk Analytics Group (CRAG). CRAG is responsible for developing quantitative risk management models for the measurement of counterparty credit risk and for developing and implementing credit risk capital calculations, regulatory policy, margin calculations, and scenario analysis. Economist would be responsible for constructing a 3-year forecast for macroeconomic and financial variables for major regions of the world as well as 3-year macroeconomic scenarios that would represent different stressed macroeconomic environments. Economist would also build econometric models for stress testing and other risk management applications. Candidates should have Ph.D in economics or finance and substantial experience analyzing and forecasting the macroeconomies of major countries, with an emphasis on forecasting financial variables. The candidate should also have practical experience in times series econometrics and programming experience in a programming language such as c++, java, matlab, or python. Since the role will require the presentation and documentation of the developed forecasts and scenarios to an interdisciplinary audience, strong presentation and writing skills are important attributes for successful candidates. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet. © The Goldman Sachs Group, Inc., 2014. All rights reserved. UNITED STATES New York New York E Macroeconomics and Monetary Economics F International Economics G Financial Economics Full-Time Nonacademic Quantitative Trading Strategist Grantham, Mayo, van Otterloo & Co. LLC ("GMO") 2015-01-31 00:00:00 Company Profile: Founded in 1977, GMO is a private partnership committed to delivering superior investment performance and advice to our clients. We manage roughly $120 billion in client assets using a combination of top-down and bottom-up approaches that blend traditional fundamental insights with innovative quantitative methods. GMO employs approximately 580 people worldwide and is headquartered in Boston. For more information see http://www.gmo.com/America/About/ Position Overview: The successful candidate, as part of the Trade Strategy Team, will conduct advanced quantitative research on best execution and work closely with traders and portfolio managers to develop trade execution strategies. Key Responsibilities: •Research and develop optimal trading strategies into the trading and portfolio optimization processes to maintain GMO’s global leadership in trade execution quality •Conduct econometric analysis to develop advanced trade analytics and risk models •Serve as a subject-matter expert in global market microstructure, regulatory changes, market trends, and advances in related academic research. Effectively communicate information to traders. Required Skills: •MA/MS required, PhD preferred, in Econometrics, Statistics, Financial Engineering or other relevant quantitative discipline •Proven, effective verbal and written communication skills •Programming proficiency in either MATLAB or R •Expertise in statistical techniques (especially financial econometrics); experience conducting research on large datasets Quantitative Trading Investment Management UNITED STATES Massachusetts Boston 00 Default: Any Field Full-Time Nonacademic Entry Level Economist Gurtin Fixed Income Management, LLC Portfolio Management Investment Research Department The Economist will have the primary responsibly of performing a wide variety of statistical and econometric research, while also providing general expertise on macroeconomic and monetary policy. The Economist will be responsible for understanding fixed income markets, and for both understanding and using fixed income analytics produced by the Quantitative Research Department. It is expected that some of these responsibilities will be learned and refined on the job, both through individual study and company training programs. Key responsibilities: *Collect market data and conduct economic analyses to identify investment opportunities and assist portfolio managers in daiy investment activities. *Closely monitor and analyze domestic economic activity, various economic indicators and monetary & fiscal policy, and proactively communicate findings. *Monitor international economies and markets with the goal of understanding how they affect the domestic economy and fixed income markets. *Produce written reports and regular updates for weekly Investment Committee and Portfolio Management meetings. Qualifications: MA/MS degree is required, PhD is preferred; degree must be in Economics. Advanced quantitative skills are required. Proficiency in econometric modeling and analysis is required, and should include familiarity with time series and forecasting methodologies (including standard models such as linear regression, VAR, ARIMA, GARCH, etc.). A thorough knowledge of macroeconomics and monetary policy is required, including an understanding of QE, the Fed’s primary policy rates, and the mechanisms through which the Fed achieves its policy goals. Proficiency in a statistical/numerical programming language such as R, Matlab, or Stata, or in an object-oriented programming language such as C#, C++, Java, or Python, is required. Those not already proficient in C# must be willing to learn and eventually become proficient. Basic understanding of financial markets is desired. Knowledge of some academic research in the field of Finance (for example, option pricing theory, term structure theory, Black-Scholes, Hull-White, Libor Market Models, Option Adjusted Spread, etc.) is a plus. Strong ability to synthesize a wide variety of academic research and form sound, coherent opinions along with the ability to transform academic theory into practical, real world-based models or direction. Must possess a deep intellectual curiosity, a solid entrepreneurial spirit and strong initiative. Ability to work independently and within a collaborative team environment. Very strong ability to speak and write clearly, concisely and to varied audiences. Must have proficiency in MS Excel and MS Word. Visit our careers page at www.gurtin.com and submit a cover letter and resume. Macroeconomics Monetary Policy Fixed income Investment Econometrics UNITED STATES California Solana Beach UNITED STATES California San Diego E Macroeconomics and Monetary Economics Full-Time Nonacademic Senior Researcher Joint Research Center of the European Commission Financial and Economic Analysis Unit See https://ec.europa.eu/jrc/sites/default/files/jrc_ispra_vademecum_en.pdf 2015-01-12 00:00:00 The Financial and Economic Analysis Unit supports EU policies in the domains of economics, financial markets and financial stability. The unit produces background papers and scientific reports contributing to policy debates within the Commission. Results are published in JRC reports, while research output is submitted to peer-reviewed journals. With an increased emphasis on key policy questions relating to macroeconomic imbalances, debt sustainability, financial markets, financial stability, taxation, growth, inequality and capital markets union, we are looking for two senior researchers with a macroeconomics/macro-finance and one with a finance profile. Qualifications: Background in Finance/Economics with experience in finance, econometrics and macroeconomic modeling; Ph.D. and 10 years of research experience, or 15 years of research experience; Experience with one or more of the following: Matlab, Stata, R, EViews, SPSS, C, Fortran, Eviews; Knowledge of spoken and written English and excellent drafting abilities; Interest in working at the core of European institutions on research in areas of high policy-relevance; Self-motivation, team spirit, ability to be proactive and work independently. Experience in economic policy analysis, in micro-macro or macro-financial modelling or in panel data analysis would be an asset. For more information, see http://recruitment.jrc.ec.europa.eu/showprj.php?type=G&id=3002 (finance), http://recruitment.jrc.ec.europa.eu/showprj.php?type=G&id=3003 (macro I) and http://recruitment.jrc.ec.europa.eu/showprj.php?type=G&id=3004 (macro II). macroeconomic modeling financial markets financial stability debt sustainability taxation growth and inequality ITALY Ispra C Mathematical and Quantitative Methods E Macroeconomics and Monetary Economics D1 Household Behavior and Family Economics G Financial Economics Full-Time Nonacademic Modeling & Analytics Analyst JPMorganChase 2015-04-30 00:00:00 Chase is one of the largest U.S. providers of banking, credit cards, lending, wealth management and investment services, serving more than 50 million customers. We believe that the success of our business is linked directly to the talent and commitment of our people, so hard work is recognized and rewarded at Chase. The teams described below illustrate the range of quantitative practices in Consumer and Community Banking at Chase. • Chase Risk Modeling and Analytics is a highly select team of over 850 quantitative professionals, combining the best academic credentials and technical capabilities with an applied problem solving mindset. The team’s work affects hundreds of billions of dollars of lending across the various lines of business, including Mortgage Banking, Consumer & Business Banking, Auto Finance, Card Services, and Capital. • Consumer Marketing Predictive Modeling employs advanced data mining and machine learning techniques to predict consumer behavior at a household level. • Chase Treasury Modeling applies statistical and econometric models to forecast deposits, fee income, and other business drivers for Consumer and Business Banking and for JP Morgan’s Asset Management business. We are looking for that rare breed of analytics professional that possesses: • Exceptional unstructured problem solving skills • Enthusiasm and passion for data and models • Outstanding communications skills • Technical proficiency Candidates should have a degree in Statistics, Mathematics, Econometrics, Information Sciences, Engineering, Physics or a related quantitative field (Ph.D. required for most modeling jobs), including experience with statistical analysis or data mining techniques. Chase uses SAS and SQL/Teradata, but candidates with experience in R, Python, Matlab, or other programming languages are encouraged to apply. We will be interviewing at the AEA Meetings, Jan 3-5, 2014 in Boston NYC, NY, Jersey City, NJ, Wilmington, DE, Columbus, OH and Dallas, TX are primary locations but other US cities may be considered. Economics, Modeling, Analytics, Risk, PhD, SAS, statistical, econometrics, strategy, engineering, data mining, quantitative UNITED STATES Delaware Wilmington UNITED STATES Ohio Columbus C1 Econometric and Statistical Methods and Methodology: General O Economic Development, Technological Change, and Growth Q Agricultural and Natural Resource Economics; Environmental and Ecological Economics E Macroeconomics and Monetary Economics G Financial Economics M Business Administration and Business Economics; Marketing; Accounting D Microeconomics Full-Time Nonacademic Research Associate Kellogg School of Management 2015-06-30 00:00:00 The Kellogg School of Management at Northwestern University has an opening for a Research Associate (or Senior Research Associate, based on qualifications). Responsibilities: • Manage and administer large-scale economic and financial datasets from diverse sources, including CRSP, Compustat and TAQ. • Develop statistical and technical documents for the Research Support web site. • Provide support to faculty using datasets in research including: Training sessions on the use of statistical tools for data analysis and manipulation; Data assessment and extraction using packages such as Python, MySQL, and other tools; data cleaning, parsing, transfer, and matching. Qualifications: • Master’s degree in research-oriented social science field, especially economics, finance, accounting or statistics or related field. Doctoral degree preferred. • Educational training and good habits in data management and analysis. Experience with large data sets. • Background in computer programming languages, such as Python or C++. • Advanced programming skills with two or more of the following programming languages is required: Matlab, R, SAS or Stata. • Customer service orientation and ability to work closely with faculty and graduate students. Aplications: Applicants should include a complete CV, a cover letter and three letters of reference. Applications will be accepted and considered until December 31, 2014 or until position is filled. To apply, visit http://goo.gl/CUulT1. UNITED STATES Illinois Evanston 00 Default: Any Field Full-Time Nonacademic Statistical Programmer Max Planck Institute for Demographic Research Population Health Research Group according to Germany TVöD 2015-03-31 00:00:00 The Max Planck Institute for Demographic Research is recruiting a highly qualified statistical programmer to work on a project analyzing the relationship between health behaviors and mortality in aging populations. The successful candidate may have background in statistics, computer science, mathematics, or an applied discipline such as demography or economics or related field. Experience in using statistical software, analyzing large datasets, and collaboration with research teams are desirable. The statistical programmer will join the newly established Population Health Research Group that is led by the Director of the MPIDR Mikko Myrskylä. The work will be supervised jointly by professors Mikko Myrskylä and Neil Mehta. Our team members use mostly Stata, R and MATLAB and experience with these environments is useful but not a prerequisite. Interested applicants should provide: (1) Letter of Interest (max two pages) (2) Curriculum Vitae (3) Names and contact information for 2 references Applications should be sent by e-mail to apply-health@demogr.mpg.de. For inquires about the position please contact Mikko Myrskylä myrskyla@demogr.mpg.de or Neil Mehta nkmehta@emory.edu. Applications will be accepted on a rolling basis until position is filled. The MPIDR is a leading institute in demographic research hosting a diverse range of labs with interdisciplinary topics. The working language of the MPIDR is English. For more information about the MPIDR, please see www.demogr.mpg.de. The Max Planck Society wishes to increase the share of women in areas where they are underrepresented, and strongly encourages women to apply. The Max Planck Society is committed to employing more handicapped individuals and especially encourages them to apply. Statistics Population Health GERMANY Rostock I1 Health Full-Time Nonacademic Research Associate Moody's Analytics Enterprise Risk Solutions Quantitative Research and Modeling 2014-11-19 00:00:00 We will be conducting interviews at the AFA/ASSA meetings in Boston, MA from January 3-5, 2015 Moody's Analytics helps capital markets and risk management professionals worldwide respond to an evolving marketplace with confidence. The company offers unique tools and best practices for measuring and managing risk through expertise and experience in credit analysis, economic research and financial risk management. By providing leading-edge software, advisory services, and research, including the proprietary analysis of Moody's Investors Service, Moody's Analytics integrates and customizes its offerings to address specific business challenges. Moody's Analytics is a subsidiary of Moody's Corporation (NYSE: MCO), which reported revenue of $3.0 billion in 2013, employs approximately 8,400 people worldwide and maintains a presence in 31 countries. Further information is available at www.moodysanalytics.com. We trace our roots to Moody's KMV Research group, a pioneer in quantification of credit risk. We construct quantitative models that estimate default and recovery risk, price credit instruments, enable credit portfolio management, assess commercial real estate risk, and facilitate asset and liability management. Our objective is to create models that are accurate and forward-looking, yet practical, robust, and transparent. As a Research Associate, you will have the opportunity to join our Quantitative Research team in San Francisco or New York which has a rich history of providing leading edge research and thought leadership in the credit risk arena. As a part of this team, you will assist us to continue our innovation in credit risk research. Locations: Research Associate position opportunities are available in San Francisco and New York Moody's Corporation locations. Specific responsibilities include: • Conducting sophisticated theoretical and empirical research on measurements of credit risk, fixed income valuation, commercial real estate research, and enterprise risk management; • Coordinating with financial researchers and data analysts on research projects; • Providing research support to the firm's prototype implementation and software development activities; • Assisting our marketing and client service teams and clients on the education and implementation of risk management technology; • Present research findings to technical and non-technical audiences internally and externally. Qualifications: • Ph. D., or have completed all coursework required by a Ph.D. program, in Business, Finance, Economics, Accounting, Statistics or a closely related field; • 2+ years of research experience in asset pricing and/or corporate finance; • Experience with statistical analysis and programming tools such as SAS, R, or Matlab; • Experience with Compustat, CRSP or other related financial databases; • Excellent written and oral communication skills. For more information on Moody's Analytics please visit: Company: http://www.moodysanalytics.com Our Research Group: http://www.moodysanalytics.com/Insight/Quantitative-Research.aspx We are an equal opportunity employer M/F/D/V. Moody's takes pride in maintaining a balanced and diverse workforce and actively seeks out people who enrich our talent pool. credit risk, fixed income valuation, commercial real estate, enterprise risk management UNITED STATES California San Francisco UNITED STATES New York New York 00 Default: Any Field Full-Time Nonacademic Full-Time Research Assistant to Yale Professor Amanda Kowalski National Bureau of Economic Research, Inc. 2015-01-31 00:00:00 I would like to hire a highly skilled and motivated individual to work at Yale University in New Haven, Connecticut as a full time research assistant for at least one year, beginning in fall 2014. Preference will be given to applicants that can start sooner. The successful candidate will assist with the implementation of research projects in the field of health economics. Position is ideal for candidates looking to develop empirical research skills prior to applying to PhD programs in economics. Examples of previous research: http://www.econ.yale.edu/~ak669/research.html Preference will be given to detail-oriented applicants with previous programming experience, particularly in working with large datasets in software such as Stata, SAS, or Matlab. Health Economics UNITED STATES Connecticut New Haven I1 Health Full-Time Nonacademic Senior Analyst/Principal, Quantitative Investment Researcher OMERS Capital Markets Quantitative Research 2014-12-31 00:00:00 OMERS is a Canadian leading pension fund with over $65 billion net assets, a direct-drive active strategy, world-class pension services, and offices in Toronto, Calgary, London, and New York. The Quantitative Investments Group is responsible for developing and managing systematic absolute return strategies. Our investment process is driven by mathematical or econometric models based on financial theory and thoroughly tested using empirical data. We seek a Quantitative Investment Researcher (Senior Analyst/Principal) to join a team of Ph.D. level investment professionals with a track record of achievements in investment management and research. Candidates will hold a Ph.D. in a quantitative discipline from a top university with 2 to 7 years of investment research experience with a leading financial firm or a Ph.D. in finance or economics and 1 to 7 years of experience. Exceptional finance or economics PhDs with only academic experience will be considered. The candidate will have strong foundations in financial econometrics and statistics, understanding of applied asset pricing theory, financial engineering, multi-factor models, optimization techniques, excellent command of IT (MatLab, C++, SQL), experience with complex data sets. More experienced candidates will be considered for senior roles. Please apply directly on our career site, Job ID: J0914-0865 CANADA Ontario Toronto C Mathematical and Quantitative Methods 00 Default: Any Field Full-Time Nonacademic Quantitative Analyst for Risk Analytics Team State Street Corporation Overview The incumbent will be a member of the Risk Analytics team within Enterprise Risk Management. The team provides support in the development, deployment, and documentation of tools and methods for assessing various aspects of market, credit, operational, and liquidity risk to State Street. The team’s work is focused on building models to support State Street’s application of the advanced internal ratings-based (AIRB) approach to risk measurement under Basel III, ALLL, and CCAR. Application of the AIRB approach and CCAR will provide estimates of State Street’s capital requirements. The capital estimates support a variety of management objectives including developing regulatory reports, improving risk management, enhancing risk reporting, and allocating capital to business units. Multiple positions at AVP and VP level are available at Risk Analytics depending on experience. Those positions are focused on developing and documenting estimates of the probability of default (PD), loss given default (LGD), and exposure at default (EAD), Operational risk estimation for State Street’s counterparties for A-IRB and CCAR. The incumbent will provide quantitative support to the team which will include others with credit expertise, but not necessarily quantitative modeling expertise. Responsibilities • Developing statistical models to quantify the value of the credit parameters and operational risk for Basel III and CCAR • Performing backtesting, sensitivity testing, and stress testing of risk models • Critically reviewing U.S. Basel III, CCAR and related regulations and developing methods to estimate the value of the credit parameters and operational risk that meet regulatory requirements • As required, review non-U.S. banking regulations, and adjust the value of credit parameters or create an alternative set of credit parameters that meet non-U.S. regulatory requirements • Managing large and complex data sets using statistical tools and database technologies • Conduct econometric and statistical analysis • Utilize external market data, e.g., credit spreads, to refine and inform the value of credit parameters for different types of counterparties and exposures • Working with credit professionals to gain an understanding of credit markets and to reflect that understanding in the models and methods used to set the value of the credit parameters • Writing technical documentation • Presenting results of work to model validation, senior management, and regulators • Working with the information technology group to document business requirements and to ensure methodologies are accurately implemented in production systems • Completing ad hoc assignments in the general areas of credit and operational risk management and measurement Qualifications • Advanced degree in finance, economics, statistics, or a related field and 3 + years for VP and 1+ year for AVP of relevant work experience (relevant PhD degree can substitute for some or all of the work experience) • In-depth understanding of multivariate statistics • Experience modeling credit and/or operational risk for financial institutions • Knowledge of a statistical or analytical modeling language such as SAS, Matlab, Stata, or R • Experience working with large and complex data sets • Strong written and verbal communication skills • Good project management skills and a demonstrated ability to work independently on complex projects • Knowledge of Basel III and CCAR regulations, with particular emphasis on credit-related issues and credit modeling methodologies is desirable • Knowledge of Basel III compliant AMA operational risk modeling is desirable We will be interviewing selected candidates at the AEA meetings in Boston. Please contact (Luis Escobar) LEscobar@StateStreet.com if you would like to apply to positions. UNITED STATES Massachusetts Boston 00 Default: Any Field Full-Time Nonacademic Quantitative Analysts State Street Corporation Enterprise Risk Management Model Validation Group 2015-01-31 00:00:00 State Street Corporation’s Model Validation Group (MVG) is recruiting for Jr/Sr. Quantitative Analysts. Job Description: Quantitative Analysts participate in model validation to ensure model risks are correctly identified, assessed, and managed. Senior Quantitative Analysts lead model reviews and offer guidance to Quantitative Analysts. MVG's review work is focused on models in the following general areas: wholesale credit risk; market risk; securities finance; and operational risk. Specific tasks performed during model reviews include: • Assessing model theory and assumptions • Testing and confirming model results • Reviewing code documentation • Assessing the stability and robustness of model results • Presenting results of model validation work to senior management Job Qualifications: • PhD in Finance, Economics, Statistics, Math, or related field ; Senior positions require 3-4 years of work experience in a financial services firm on a model validation team • Familiarity with quantitative risk management methodologies including VaR and stress testing • Excellent quantitative modeling, analytical, research, and programming skills (e.g., C++, SAS, MATLAB) • Strong written and verbal communication skills • Good project management skills exemplified by the ability to work independently on multiple projects and meet deadlines Financial Economics Quantitative Methods Financial Institutions Risk Management UNITED STATES Massachusetts Boston C1 Econometric and Statistical Methods and Methodology: General G1 General Financial Markets Full-Time Nonacademic Investment Analyst / Economist Vanguard Investment Management 2015-03-01 00:00:00 Vanguard seeks an Investment Analyst/Economist for its Investment Strategy Group to help formulate and research Vanguard's economic and capital markets outlook, serve as resource for internal investment groups (Fixed Income, Asset Management and Trust Services) and participate in generating department-initiated topics. The position will be part of a global team responsible for establishing and maintaining a robust economic and investment research effort at Vanguard. The responsibilities include: Analyzes complex investment research issues, focusing on macroeconomic trends, financial markets and their implications for portfolio construction, asset allocation strategies, and investment advice. Performs quantitative analysis and offers opinions and recommendations. Serves as investment resource for advice delivery groups. Develops schedule and format of any ongoing research needs that may be requested by internal clients. Qualifications include: Ph.D. in time-series econometrics, macroeconomics or empirical finance strongly preferred, equivalent combination of a Masters degree and experience in those fields may be considered. Minimum five years overall business experience including at least three years direct investment experience preferred. Solid knowledge of capital markets and key investment and economic concepts. Strong technical and analytical skills, including modeling and statistical methods. Ability to work independently on multiple assignments simultaneously. Strong programming knowledge of Matlab, Eviews, or other software packages. Investment Finance Quantitative Analytics Econometrician Economist Modeling Investment Research Financial Modeling Statistician UNITED STATES Pennsylvania Valley Forge 00 Default: Any Field G2 Financial Institutions and Services Full-Time Nonacademic Quantitative Equity Analyst Vanguard Investment Management Equity Investment Group 2015-01-31 00:00:00 Vanguard seeks a Quantitative Equity Analyst to perform the ongoing equity alpha research and develop and/or enhance Vanguard's quantitative investment products. The responsibilities include: • Analyzes complex investment research issues by utilizing both internal and external resources. Researches new stock-selection models, tactical asset allocation techniques and alternative investment programs. • Performs quantitative and qualitative analysis and offers recommendations on investment strategies. Prepares and presents research work to the equity research group and senior management. • Participates in group discussions and regular research meetings designed to identify and debate investment issues and potential research projects. • Participates in the ongoing firm wide discussion on development and enhancement of Vanguard's quantitative investment products. Performs detailed analyses on methodology/approach and makes recommendations on developing new products. Qualifications The ideal candidate should possess: • Ph.D. in Economics/Finance/Accounting is strongly preferred, equivalent combination of a Masters degree and experience in those fields may be considered. • Exceptionally strong quantitative and analytical skills, including time-series and cross-sectional modeling and statistical methods. • Excellent programing skills, including commonly used statistical packages (e.g., SAS, STATA, MATLAB, etc.). • Strong strategic and critical thinking skills, and proven ability to transfer knowledge and financial theory into practical solutions. Investment Finance Quantitative Analytics Econometrician Modeling Investment Research Financial Modeling Statistician UNITED STATES Pennsylvania Greater Philadelphia Area UNITED STATES Pennsylvania Valley Forge 00 Default: Any Field G2 Financial Institutions and Services Full-Time Nonacademic Quantitative Researcher, Finance Wealthfront 2014-12-15 00:00:00 Wealthfront is the largest and fastest growing automated investment service, with more than $1.4 billion in client assets under management. Our clients trust us to invest more than $100 million in new assets every month. As a quantitative researcher in finance, you'll be focusing on financial investments within Wealthfront Research. The primary responsibility of the role is to investigate and develop innovative automated investment strategies to solve clients' various investment problems. You will also work on the algorithmic implementation of the strategies using software in client portfolios, both driven by rigorous research on market data and client data. You will have a diverse focus across finance, including: asset allocation, portfolio construction (taxable and non-taxable), investment vehicle research and evaluation, tax alpha, portfolio optimization, trade execution, behavioral finance, risk modeling, and risk tolerance assessment. Requirements: PhD in finance or economics Programming competency in R and/or Matlab Programming competency in SQL preferred Prior experience or demonstrated interest in finance Ability to communicate technical content to an audience with varied backgrounds Ability to collaborate with cross-functional teams Progress towards CFA is desirable Investment Management, Behavioral Finance UNITED STATES California Palo Alto G Financial Economics C Mathematical and Quantitative Methods Full-Time Nonacademic Economist Zillow 2015-03-04 00:00:00 Do you love answering economic questions and telling stories using data? Do you have a knack for turning data into compelling insights? Are you ready to enter a fast-paced research environment where your work will be read and used by consumers, academics, other analysts, and policy makers across the country? Have you ever wondered why there isn't a higher correlation between the occurrence of econometric analysis, creativity, and excellent writing skills in a single job description, but you feel that you were born to satisfy such a call if it were made? If so, then Zillow has a job for you. Be part of an analytics team helping to bring innovation, creativity and excellence to the national discussion about how we live. You'll work in an informal, fun, collaborative atmosphere with a team of strong, smart, self-starters like yourself with terabytes of data at your fingertips. In this role, you'll conduct research and analysis of real estate market conditions, evolving demographic phenomena, and past and future market patterns and trends. Projects will include both periodic market reports of various types as well as specific deep dives on topics of interest to you and Zillow customers. Results will be used in blogs, press releases, and web-published reports and data products. Most projects will involve some combination of econometric analysis, data exploration, data visualization, and insightful and clear writing. It's a broad and deep set of skills that we're searching for in a single person, but we're certain that there's at least one of you out there. Requirements * A graduate degree in economics or other highly quantitative field. Ph.D. strongly preferred. * Knowledge of econometrics and multivariate statistics and demonstrated research ability applying these skills. * Experience with R statistical software or similar coding language (e.g., Matlab, Stata, GAUSS, SAS). * Excellent verbal and written communications skills. * Experience with data access and manipulation tools such as SQL. * Thorough knowledge of the presentation and manipulation of data in MS Excel. * Experience with data visualization toolkits or programming languages like Flare or Processing is a plus. * Experience with Tableau visualization software is a plus. * Detail-oriented, analytical, and accurate. * Strong project management skills. * Insatiable intellectual curiosity. Economics, Economist, UNITED STATES Washington Seattle O3 Technological Change; Research and Development; Intellectual Property Rights